I wouldn't be so quick to use 'at'... it's a common grammatical error. I hear people saying 'at' in place of many other more appropriate words all the time... it drives me a bit loony.
Whether you're being specific or not, 'enrolled in' should always be your first choice. 'With' is only appropriate as noted above - I enrolled with a friend; I enrolled with a GPA of 3.8; etc.
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My heart knows me better than I know myself, so I'm gonna let it do all the talkin'.
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